Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • CMI vs LPLA✓SelectedUSD · LPLACMI vs LPLA performance historyLatest closeAs of-0.85%09/10
Stock and ETF performance explorer

CMI vs LPLA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+164.4%
LPLA return
+142.4%
Excess return
+22.0%
Maximum drawdown
-30.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioLPLAExcessAlpha
1D-0.9%-0.7%-0.2%-0.7%
7D+0.8%-3.7%+4.5%+1.9%
30D-12.8%-6.4%-6.4%-11.1%
3M-12.4%+20.2%-32.6%-17.5%
6M-0.9%+12.8%-13.7%-5.3%
YTD+8.9%-2.5%+11.4%+8.8%
1Y+37.7%+1.9%+35.8%+35.2%
3Y+148.9%+45.0%+103.9%+114.9%
5Y+164.4%+146.6%+17.8%+64.5%
All+164.4%+142.4%+22.0%+64.5%

Cumulative growth

Daily Returns

Daily percentage return beside LPLA.

Daily Out/Under-Performance

Portfolio return minus LPLA return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over 5y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

5y analysis · Full analysis span regression · 6 months rolling